?url_ver=Z39.88-2004&rft_id=1817031082&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=SIMULASI+MODEL+GARCH+MENGGUNAKAN+PROGRAM+R&rft.creator=Faturahman+Alhafiz%2C+1817031082&rft.subject=500+ilmu+pengetahuan+alam+dan+matematika&rft.description=ABSTRACT%0D%0A%0D%0A%0D%0A%0D%0A%0D%0A%0D%0A%0D%0AThe+GARCH+model+is+a+time+series+model+that+can+accommodate+heteroscedasticity.+The+available+data+that+meet+the+assumption+of+heteroscedasticity+are+limited%2C+therefore+simulation+data+can+be+used+to+obtain+data+that+meet+the+assumption+of+heteroscedasticity.+Monte+Carlo+simulation+is+a+sampling+method+to+a+machine+or+computer+using+random+numbers+whose+distribution+is+known.+The+purpose+of+this+study+was+to+find+out+the+best+GARCH+model+and+to+know+the+results+of+forecasting+using+the+GARCH+model+with+simulation+data+for+the+next+30+periods.+The+results+of+the+study+show+the+results+of+forecasting+for+the+next+30+days%2C+from+1+March+2022+to+11+April+2022+the+simulation+data+has+decreased%0D%0A%0D%0A%0D%0AKeywords%3A+GARCH%2C+time+series%2C+heteroscedasticity%2C+simulation+data%2C+Monte+Carlo+Simulation%2C+forecasting%0D%0A+%0D%0A%0D%0AABSTRAK%0D%0A%0D%0ASIMULASI+MODEL+GARCH+MENGGUNAKAN+PROGRAM+R%0D%0A%0D%0A%0D%0AOleh%0D%0A%0D%0A%0D%0AFATURAHMAN+ALHAFIZ%0D%0A%0D%0A%0D%0A%0D%0AModel+GARCH+merupakan+suatu+model+deret+waktu+yang+dapat+mengakomodasi+sifat+heteroskedastik.+Data+yang+memenuhi+asumsi+heteroskedastisitas+yang+tersedia+terbatas%2C+oleh+karena+itu+dapat+digunakan+data+simulasi+untuk+memperoleh+data+yang+memenuhi+asumsi+heteroskedastisitas.+Simulasi+Monte+Carlo+adalah+metode+pengambilan+sampel+ke+mesin+atau+komputer+dengan+menggunakan+bilangan-bilangan+acak+yang+telah+diketahui+distribusinya.+Tujuan+penelitian+ini+untuk+mengetahui+model+GARCH+terbaik+serta+mengetahui+hasil+peramalan+menggunakan+model+GARCH+dengan+data+simulasi+untuk+30+periode+selanjutnya.+Hasil+penelitian+menampilkan+hasil+peramalan+selama+30+hari+ke+depan+yaitu+periode+1+Maret+2022+sampai+dengan+11+April+2022+pada+data+simulasi+mengalami+penurunan.%0D%0A%0D%0A%0D%0AKata+Kunci%3A+GARCH%2C+deret+waktu%2C+heteroskedastisitas%2C+data+simulasi%2C+Simulasi+Monte+Carlo%2C+peramalan%0D%0A+%0D%0A&rft.publisher=MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2023-02-09&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F70004%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F70004%2F3%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F70004%2F4%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++Faturahman+Alhafiz%2C+1817031082++(2023)+SIMULASI+MODEL+GARCH+MENGGUNAKAN+PROGRAM+R.++MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F70004%2F